| 摘要: |
| 在分析AR模型的Yule-Walker方程和对称矩阵分解理论的基础上,提出基于对称矩阵分解理论的AM模型算法.该算法研究有关AR模型阶数p的选择,讨论AR模型的其它求法.仿真结果表明,改进算法的AR参数能有效提高频谱分辨率、改善方差性能、提高频谱估计的精度. |
| 关键词: AR模型 对称矩阵 功率谱估计 Yule-Walker方程 算法 |
| DOI： |
| 投稿时间：2005-09-15 |
| 基金项目: |
|
| ARM Parameter Algorithm Based on Symmetrical Matrix Decomposability Theory |
|
Liao Mengze, Chen Haiqiang
|
| (School of Comp., Elec. and Info., Guangxi Univ., Nanning, Guangxi, 530004, China) |
| Abstract: |
| This paper presents the ARM parameter algorithm based on symmetrical matrix decomposability theory.The algorithm discusses the selection of the ARM rank(p) and some solutions of the ARM.The research shows that new ARM parameter can prove the spectral resolving power.The variance performance and the estimation precision. |
| Key words: AR model symmetrical matrix spectral estimation Yule-Walker equation algorithm |
